Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-13 13.096577 14.966581 16.994150 19.353991 22.023209 24.946870 28.390143
2024-10-20 10.143807 12.601599 15.479588 19.091108 23.494574 28.681578 35.247497
2024-10-27 8.228508 10.789031 13.939540 18.088189 23.393848 29.937300 38.604307
2024-11-03 7.362644 10.117603 13.656074 18.513528 24.985721 33.287599 44.716531
2024-11-10 6.702619 9.592621 13.444769 18.925541 26.489434 36.522350 50.795441
2024-11-17 5.958466 8.854910 12.850308 18.725544 27.099701 38.553283 55.342945
2024-11-24 5.290103 8.141779 12.202518 18.358802 27.398371 40.115287 59.275521
2024-12-01 4.832192 7.681804 11.860464 18.375915 28.207466 42.399595 64.324743
2024-12-08 4.511546 7.391775 11.732190 18.678421 29.427839 45.318156 70.439107
2024-12-15 4.189221 7.064778 11.512621 18.809649 30.376007 47.863566 76.118898
2024-12-22 3.838433 6.657349 11.129201 18.643877 30.834018 49.668705 80.744557
2024-12-29 3.599038 6.409093 10.973996 18.819593 31.824836 52.329454 86.826502
2025-01-05 3.450502 6.307325 11.058433 19.407351 33.544728 56.281467 95.271820
2025-01-12 3.172886 5.957494 10.701179 19.228312 33.984280 58.200222 100.540759
2025-01-19 2.781248 5.367718 9.883616 18.191535 32.889589 57.510948 101.416129
2025-01-26 2.664553 5.267665 9.911311 18.628444 34.349783 61.158649 109.786523
2025-02-02 2.553120 5.166663 9.927066 19.039711 35.782375 64.827448 118.383103
2025-02-09 2.364756 4.901516 9.621698 18.839623 36.099531 66.570035 123.698880
2025-02-16 2.171423 4.609187 9.242157 18.470409 36.075956 67.697025 127.964325
2025-02-23 2.043389 4.435967 9.074649 18.487738 36.764148 70.124725 134.691677
2025-03-02 1.959071 4.344585 9.057811 18.791952 38.007817 73.621404 143.552811
2025-03-09 1.861329 4.216525 8.958227 18.923952 38.923380 76.552395 151.505632
2025-03-16 1.739439 4.026263 8.718848 18.757217 39.239639 78.367189 157.434487